Package com.opttek.optquest

Class COptQuestLogNormalDistribution

java.lang.Object
com.opttek.optquest.COptQuestLogNormalDistribution
All Implemented Interfaces:
com.opttek.optquest.IProbabilityDistribution
public class COptQuestLogNormalDistribution extends Object implements com.opttek.optquest.IProbabilityDistribution

  • Constructor Summary

    Constructors
    Constructor
    Description
    COptQuestLogNormalDistribution(double shape, double scale)
     

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    cdf(double x)
     
    static double
    CDF(double x, double shape, double scale)
    Log-Normal Cumulative Distribution Function (CDF) Computes P(X ≤ x) where X follows a log-normal distribution with shape parameter shape and scale parameter scale.
    double
    chaz(double x)
     
    static double
    CHAZ(double x, double shape, double scale)
    Log-Normal Cumulative Hazard Function Computes the cumulative hazard H(x) = -ln(1 - F(x)) where F(x) is the CDF of the log-normal distribution.
    double
    haz(double x)
     
    static double
    HAZ(double x, double shape, double scale)
    Log-Normal Hazard Function Computes the hazard rate h(x) = f(x) / (1 - F(x)) where f(x) is the PDF and F(x) is the CDF of the log-normal distribution.
    double
    pdf(double x)
     
    static double
    PDF(double x, double shape, double scale)
    Log-Normal Probability Density Function (PDF) Computes the probability density at x for a log-normal distribution with shape parameter shape and scale parameter scale.
    double
    ppf(double x)
     
    static double
    PPF(double p, double shape, double scale)
    Log-Normal Percent Point Function (PPF) - Inverse CDF Computes the value x such that P(X ≤ x) = p, where X follows a log-normal distribution with shape parameter shape and scale parameter scale.
    double
    sf(double x)
     

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • COptQuestLogNormalDistribution

      public COptQuestLogNormalDistribution(double shape, double scale)

  • Method Details

    • pdf

      public double pdf(double x)
      Specified by:
      pdf in interface com.opttek.optquest.IProbabilityDistribution

    • cdf

      public double cdf(double x)
      Specified by:
      cdf in interface com.opttek.optquest.IProbabilityDistribution

    • ppf

      public double ppf(double x)
      Specified by:
      ppf in interface com.opttek.optquest.IProbabilityDistribution

    • sf

      public double sf(double x)
      Specified by:
      sf in interface com.opttek.optquest.IProbabilityDistribution

    • chaz

      public double chaz(double x)
      Specified by:
      chaz in interface com.opttek.optquest.IProbabilityDistribution

    • haz

      public double haz(double x)
      Specified by:
      haz in interface com.opttek.optquest.IProbabilityDistribution

    • CDF

      public static double CDF(double x, double shape, double scale)
      Log-Normal Cumulative Distribution Function (CDF) Computes P(X ≤ x) where X follows a log-normal distribution with shape parameter shape and scale parameter scale. Uses the relationship: CDF(x) = Φ((ln(x/scale))/shape) where Φ is the standard normal CDF.
      Parameters:
      x - the value at which to evaluate the CDF (must be positive)
      shape - shape parameter (sigma, must be positive)
      scale - scale parameter (must be positive)
      Returns:
      the cumulative probability P(X ≤ x)

    • PDF

      public static double PDF(double x, double shape, double scale)
      Log-Normal Probability Density Function (PDF) Computes the probability density at x for a log-normal distribution with shape parameter shape and scale parameter scale. Formula: f(x; σ, scale) = (1/(x*σ*√(2π))) * exp(-((ln(x/scale))²)/(2σ²))
      Parameters:
      x - the value at which to evaluate the PDF (must be positive)
      shape - shape parameter (sigma, must be positive)
      scale - scale parameter (must be positive)
      Returns:
      the probability density at x

    • PPF

      public static double PPF(double p, double shape, double scale)
      Log-Normal Percent Point Function (PPF) - Inverse CDF Computes the value x such that P(X ≤ x) = p, where X follows a log-normal distribution with shape parameter shape and scale parameter scale. Uses the relationship: PPF(p) = scale * exp(shape * Φ^{-1}(p)) where Φ^{-1} is the inverse standard normal CDF.
      Parameters:
      p - the probability (must be between 0 and 1, exclusive)
      shape - shape parameter (sigma, must be positive)
      scale - scale parameter (must be positive)
      Returns:
      the value x such that CDF(x, shape, scale) = p

    • HAZ

      public static double HAZ(double x, double shape, double scale)
      Log-Normal Hazard Function Computes the hazard rate h(x) = f(x) / (1 - F(x)) where f(x) is the PDF and F(x) is the CDF of the log-normal distribution.
      Parameters:
      x - the value at which to evaluate the hazard function (must be positive)
      shape - shape parameter (sigma, must be positive)
      scale - scale parameter (must be positive)
      Returns:
      the hazard rate at x

    • CHAZ

      public static double CHAZ(double x, double shape, double scale)
      Log-Normal Cumulative Hazard Function Computes the cumulative hazard H(x) = -ln(1 - F(x)) where F(x) is the CDF of the log-normal distribution.
      Parameters:
      x - the value at which to evaluate the cumulative hazard function (must be positive)
      shape - shape parameter (sigma, must be positive)
      scale - scale parameter (must be positive)
      Returns:
      the cumulative hazard at x